Trading Metrics calculated at close of trading on 04-Jun-1998 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-1998 |
04-Jun-1998 |
Change |
Change % |
Previous Week |
Open |
8,891.24 |
8,803.80 |
-87.44 |
-1.0% |
9,114.44 |
High |
8,928.35 |
8,876.54 |
-51.81 |
-0.6% |
9,168.74 |
Low |
8,789.85 |
8,749.74 |
-40.11 |
-0.5% |
8,788.10 |
Close |
8,803.80 |
8,870.56 |
66.76 |
0.8% |
8,899.95 |
Range |
138.50 |
126.80 |
-11.70 |
-8.4% |
380.64 |
ATR |
121.28 |
121.67 |
0.39 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Jun-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,212.68 |
9,168.42 |
8,940.30 |
|
R3 |
9,085.88 |
9,041.62 |
8,905.43 |
|
R2 |
8,959.08 |
8,959.08 |
8,893.81 |
|
R1 |
8,914.82 |
8,914.82 |
8,882.18 |
8,936.95 |
PP |
8,832.28 |
8,832.28 |
8,832.28 |
8,843.35 |
S1 |
8,788.02 |
8,788.02 |
8,858.94 |
8,810.15 |
S2 |
8,705.48 |
8,705.48 |
8,847.31 |
|
S3 |
8,578.68 |
8,661.22 |
8,835.69 |
|
S4 |
8,451.88 |
8,534.42 |
8,800.82 |
|
|
Weekly Pivots for week ending 29-May-1998 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,094.18 |
9,877.71 |
9,109.30 |
|
R3 |
9,713.54 |
9,497.07 |
9,004.63 |
|
R2 |
9,332.90 |
9,332.90 |
8,969.73 |
|
R1 |
9,116.43 |
9,116.43 |
8,934.84 |
9,034.35 |
PP |
8,952.26 |
8,952.26 |
8,952.26 |
8,911.22 |
S1 |
8,735.79 |
8,735.79 |
8,865.06 |
8,653.71 |
S2 |
8,571.62 |
8,571.62 |
8,830.17 |
|
S3 |
8,190.98 |
8,355.15 |
8,795.27 |
|
S4 |
7,810.34 |
7,974.51 |
8,690.60 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,027.00 |
8,749.74 |
277.26 |
3.1% |
122.81 |
1.4% |
44% |
False |
True |
|
10 |
9,202.37 |
8,749.74 |
452.63 |
5.1% |
127.28 |
1.4% |
27% |
False |
True |
|
20 |
9,225.54 |
8,749.74 |
475.80 |
5.4% |
116.75 |
1.3% |
25% |
False |
True |
|
40 |
9,261.91 |
8,749.74 |
512.17 |
5.8% |
115.04 |
1.3% |
24% |
False |
True |
|
60 |
9,261.91 |
8,563.90 |
698.01 |
7.9% |
130.49 |
1.5% |
44% |
False |
False |
|
80 |
9,261.91 |
8,149.88 |
1,112.03 |
12.5% |
139.58 |
1.6% |
65% |
False |
False |
|
100 |
9,261.91 |
7,391.59 |
1,870.32 |
21.1% |
148.97 |
1.7% |
79% |
False |
False |
|
120 |
9,261.91 |
7,391.59 |
1,870.32 |
21.1% |
155.61 |
1.8% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,415.44 |
2.618 |
9,208.50 |
1.618 |
9,081.70 |
1.000 |
9,003.34 |
0.618 |
8,954.90 |
HIGH |
8,876.54 |
0.618 |
8,828.10 |
0.500 |
8,813.14 |
0.382 |
8,798.18 |
LOW |
8,749.74 |
0.618 |
8,671.38 |
1.000 |
8,622.94 |
1.618 |
8,544.58 |
2.618 |
8,417.78 |
4.250 |
8,210.84 |
|
|
Fisher Pivots for day following 04-Jun-1998 |
Pivot |
1 day |
3 day |
R1 |
8,851.42 |
8,868.11 |
PP |
8,832.28 |
8,865.66 |
S1 |
8,813.14 |
8,863.21 |
|